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倾向得分估计中的最优协变量平衡条件AI 解读

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity score model. To address this problem, researchers have proposed to estimate propensity score by directly optimizing the balance of pretreatment covariates. While these methods appear to empirically perform well, little is known about how the…

主体间依赖分析：部分高斯图模型方法AI 解读

Different from traditional intra-subject analysis, the goal of inter-subject analysis (ISA) is to explore the dependency structure between different subjects with the intra-subject dependency as nuisance. ISA has important applications in neuroscience to study the functional connectivity between brain regions under natural stimuli. We propose a modeling framework for ISA that is based on Gaussian graphical models, under which ISA can be converted to the problem of estimation…

异质数据中基于协方差的样本选择及自闭症风险基因识别AI 解读

Risk for autism can be influenced by genetic mutations in hundreds of genes. Based on findings showing that genes with highly correlated gene expressions are functionally interrelated, "guilt by association" methods such as DAWN have been developed to identify these autism risk genes. Previous research analyze the BrainSpan dataset, which contains gene expression of brain tissues from varying regions and developmental periods. Since the spatiotemporal properties of brain…

核方法与筛方法结合：稀疏可加模型正则化后的置信带AI 解读

Junwei Lua, Mladen Kolarb & Han Liuc Department of Biostatistics, Harvard T. H. Chan School of Public Health, Boston, MA Booth School of Business, The University of Chicago, Chicago, IL Department of Computer Science, Northwestern University, Evanston, IL Supplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA. CONTACT Junwei Lu junweilu@hsph.harvard.edu Department of Biostatistics, Harvard T. H. Chan School of Public Health,…

利用稀疏线性规划优化两阶段自适应富集随机试验设计AI 解读

Summary Adaptive enrichment designs involve preplanned rules for modifying enrolment criteria based on accruing data in a randomized trial. We focus on designs where the overall population is partitioned into two predefined subpopulations, e.g. based on a biomarker or risk score measured at baseline. The goal is to learn which populations benefit from an experimental treatment. Two critical components of adaptive enrichment designs are the decision rule for modifying…

高维 Ising 模型中的图性质检验AI 解读

This paper explores the information-theoretic limitations of graph property testing in zero-field Ising models. Instead of learning the entire graph structure, sometimes testing a basic graph property such as connectivity, cycle presence or maximum clique size is a more relevant and attainable objective. Since property testing is more fundamental than graph recovery, any necessary conditions for property testing imply corresponding conditions for graph recovery, while custom…

图模型的组合推断AI 解读

We propose a new family of combinatorial inference problems for graphical models. Unlike classical statistical inference where the main interest is point estimation or parameter testing, combinatorial inference aims at testing the global structure of the underlying graph. Examples include testing the graph connectivity, the presence of a cycle of certain size, or the maximum degree of the graph. To begin with, we study the information-theoretic limits of a large family of…

稀疏广义特征值问题：截断 Rayleigh 流的最优统计收敛率AI 解读

Summary The sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high dimensional statistical models, including sparse Fisher’s discriminant analysis, canonical correlation analysis and sufficient dimension reduction. The sparse GEP involves solving a non-convex optimization problem. Most existing methods and theory in the context of specific statistical models that are special cases of the sparse GEP require restrictive structural…

高维稀疏切片逆回归的凸优化表述AI 解读

Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the covariates. The estimated linear combinations include all covariates, making results difficult to interpret and perhaps unnecessarily variable, particularly when the number of covariates is large. In this paper, we propose a convex…

稳健M估计的新视角：有限样本理论与依赖调整多重检验AI 解读

(1973) 799-821], robust alternatives to the method of least squares are sorely needed. To achieve robustness against heavy-tailed sampling distributions, we revisit the Huber estimator from a new perspective by letting the tuning parameter involved diverge with the sample size. In this paper, we develop nonasymptotic concentration results for such an adaptive Huber estimator, namely, the Huber estimator with the tuning parameter adapted to sample size, dimension, and the…

通过椭圆因子模型估计大型协方差矩阵AI 解读

We propose a general Principal Orthogonal complEment Thresholding (POET) framework for large-scale covariance matrix estimation based on the approximate factor model. A set of high level sufficient conditions for the procedure to achieve optimal rates of convergence under different matrix norms is established to better understand how POET works. Such a framework allows us to recover existing results for sub-Gaussian data in a more transparent way that only depends on the…

稀疏高维模型下的分布式检验与估计AI 解读

This paper studies hypothesis testing and parameter estimation in the context of the divide-and-conquer algorithm. In a unified likelihood-based framework, we propose new test statistics and point estimators obtained by aggregating various statistics from $k$ subsamples of size $n/k$, where $n$ is the sample size. In both low dimensional and sparse high dimensional settings, we address the important question of how large $k$ can be, as $n$ grows large, such that the loss of…

稀疏学习的 I-LAMM：同时控制算法复杂度与统计误差AI 解读

We propose a computational framework named iterative local adaptive majorize-minimization (I-LAMM) to simultaneously control algorithmic complexity and statistical error when fitting high dimensional models. I-LAMM is a two-stage algorithmic implementation of the local linear approximation to a family of folded concave penalized quasi-likelihood. The first stage solves a convex program with a crude precision tolerance to obtain a coarse initial estimator, which is further…

稀疏学习的路径式坐标优化：算法与理论AI 解读

The pathwise coordinate optimization is one of the most important computational frameworks for high dimensional convex and nonconvex sparse learning problems. It differs from the classical coordinate optimization algorithms in three salient features: warm start initialization, active set updating and strong rule for coordinate preselection. Such a complex algorithmic structure grants superior empirical performance, but also poses significant challenge to theoretical…

ECA：非高斯分布下的高维椭圆成分分析AI 解读

We present a robust alternative to principal component analysis (PCA)—called elliptical component analysis (ECA)—for analyzing high-dimensional, elliptically distributed data. ECA estimates the eigenspace of the covariance matrix of the elliptical data. To cope with heavy-tailed elliptical distributions, a multivariate rank statistic is exploited. At the model-level, we consider two settings: either that the leading eigenvectors of the covariance matrix are nonsparse or that…

高维情形下的分布无关独立性检验AI 解读

We consider the testing of mutual independence among all entries in a $d$-dimensional random vector based on $n$ independent observations. We study two families of distribution-free test statistics, which include Kendall’s tau and Spearman’s rho as important examples. We show that under the null hypothesis the test statistics of these two families converge weakly to Gumbel distributions, and we propose tests that control the Type I error in the high-dimensional setting where…

高维半参数回归的似然比推断框架AI 解读

We propose a new inferential framework for high-dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high-dimensional data analysis, including incomplete data, selection bias and heterogeneity. Our work has three main contributions: (i) We develop a regularized statistical chromatography approach to infer the parameter of interest under the proposed semiparametric generalized linear model without the need of…

高维比例风险模型的检验与置信区间AI 解读

Summary The paper considers the problem of hypothesis testing and confidence intervals in high dimensional proportional hazards models. Motivated by a geometric projection principle, we propose a unified likelihood ratio inferential framework, including score, Wald and partial likelihood ratio statistics for hypothesis testing. Without assuming model selection consistency, we derive the asymptotic distributions of these test statistics, establish their semiparametric…

海量基因组数据挖掘：半参数主题建模方法AI 解读

Characterizing the functional relevance of transcription factors (TFs) in different biological contexts is pivotal in systems biology. Given the massive amount of genomic data, computational identification of TFs is emerging as a useful approach to bridge functional genomics with disease risk loci. In this article, we use large-scale gene expression and chromatin immunoprecipitation (ChIP) data corpuses to conduct high-throughput TF-biological context association analysis.…

具有理论保证的稀疏张量分解AI 解读

Summary We propose a novel sparse tensor decomposition method, namely the tensor truncated power method, that incorporates variable selection in the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family of high dimensional latent variable models, including high dimensional Gaussian mixtures and mixtures of sparse regressions. A thorough theoretical…

混合数据的高维半参数潜在图模型AI 解读

Summary We propose a semiparametric latent Gaussian copula model for modelling mixed multivariate data, which contain a combination of both continuous and binary variables. The model assumes that the observed binary variables are obtained by dichotomizing latent variables that satisfy the Gaussian copula distribution. The goal is to infer the conditional independence relationship between the latent random variables, based on the observed mixed data. Our work has two main…

稀疏高维模型中假设检验与置信域的一般理论AI 解读

We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a novel decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider both hypothesis tests and confidence regions for generic penalized M-estimators. Unlike most existing inferential methods which are tailored for individual models, our method provides a general framework for high dimensional inference…

大型投资组合风险的稳健推断AI 解读

We propose a bootstrap-based robust high-confidence level upper bound (Robust H-CLUB) for assessing the risks of large portfolios. The proposed approach exploits rank-based and quantile-based estimators, and can be viewed as a robust extension of the H-CLUB procedure (Fan et al., 2015). Such an extension allows us to handle possibly misspecified models and heavy-tailed data, which are stylized features in financial returns. Under mixing conditions, we analyze the proposed…

海量异质数据的部分线性框架AI 解读

We consider a partially linear framework for modelling massive heterogeneous data. The major goal is to extract common features across all sub-populations while exploring heterogeneity of each sub-population. In particular, we propose an aggregation type estimator for the commonality parameter that possesses the (non-asymptotic) minimax optimal bound and asymptotic distribution as if there were no heterogeneity. This oracular result holds when the number of sub-populations…